Pages that link to "Item:Q1630429"
From MaRDI portal
The following pages link to Option pricing under fast-varying and rough stochastic volatility (Q1630429):
Displaying 4 items.
- Buy rough, sell smooth (Q4991027) (← links)
- Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725) (← links)
- A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
